IntraAlpha
Create free account Start free

Iovance Biotherapeutics Inc IOVA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-21T16:59:18.950Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T16:59:15.073598864Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:18.443445+00:00

Share price$14.93
1D-0.3%
$14.67$14.84$15.02$15.20$15.385:30 AM6:30 AM9:00 AM1:00 PMIOVA
Sold putSold call

Iovance Biotherapeutics Inc options

Live interpolated IOVA call and put midpoint premiums by absolute delta.Iovance Biotherapeutics Inc$0.08$0.99$1.89$2.80$3.71$12.79$14.37$15.94$17.52$19.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IOVA spot · $14.93IOVA PRICE$1.04$0.71$1.07$1.07$0.80$0.53$0.38$0.45$0.53$0.61$1.16$2.30$3.45$0.26$0.18$0.21$0.26$0.33$0.39$0.46$0.72$1.05$1.37$1.69$1.99$2.23
PutsExpensive1.69×
CallsExpensive3.56×
SkewBullish-179.12 pp
Implied moveBearish±$0.84
TiltBullish11.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.53776.4%104.8%13.38197.1%12.1%
25Δ21.16478.8%46.6%14.18104.8%6.2%
30Δ21.47624.0%51.1%14.4096.7%4.9%
35Δ18.46483.1%30.8%14.5793.8%4.1%
40Δ17.16334.4%20.3%14.7095.5%3.7%
45Δ15.86185.8%9.8%14.8497.1%3.2%
50Δ14.9687.6%2.7%14.9798.8%2.8%
55Δ14.8388.8%2.4%15.26115.1%2.6%
60Δ14.7090.1%2.0%15.60135.6%2.5%
65Δ14.5791.4%1.7%15.94156.2%2.4%
70Δ14.06148.7%2.0%16.28176.7%2.3%
75Δ13.06275.1%3.0%16.62187.7%2.0%
80Δ12.07401.5%4.0%16.95181.9%1.4%

20Δ

Calls
Pseudo strike
29.53
IV
776.4%
B/E move
104.8%
Puts
Pseudo strike
13.38
IV
197.1%
B/E move
12.1%

25Δ

Calls
Pseudo strike
21.16
IV
478.8%
B/E move
46.6%
Puts
Pseudo strike
14.18
IV
104.8%
B/E move
6.2%

30Δ

Calls
Pseudo strike
21.47
IV
624.0%
B/E move
51.1%
Puts
Pseudo strike
14.40
IV
96.7%
B/E move
4.9%

35Δ

Calls
Pseudo strike
18.46
IV
483.1%
B/E move
30.8%
Puts
Pseudo strike
14.57
IV
93.8%
B/E move
4.1%

40Δ

Calls
Pseudo strike
17.16
IV
334.4%
B/E move
20.3%
Puts
Pseudo strike
14.70
IV
95.5%
B/E move
3.7%

45Δ

Calls
Pseudo strike
15.86
IV
185.8%
B/E move
9.8%
Puts
Pseudo strike
14.84
IV
97.1%
B/E move
3.2%

50Δ

Calls
Pseudo strike
14.96
IV
87.6%
B/E move
2.7%
Puts
Pseudo strike
14.97
IV
98.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
14.83
IV
88.8%
B/E move
2.4%
Puts
Pseudo strike
15.26
IV
115.1%
B/E move
2.6%

60Δ

Calls
Pseudo strike
14.70
IV
90.1%
B/E move
2.0%
Puts
Pseudo strike
15.60
IV
135.6%
B/E move
2.5%

65Δ

Calls
Pseudo strike
14.57
IV
91.4%
B/E move
1.7%
Puts
Pseudo strike
15.94
IV
156.2%
B/E move
2.4%

70Δ

Calls
Pseudo strike
14.06
IV
148.7%
B/E move
2.0%
Puts
Pseudo strike
16.28
IV
176.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
13.06
IV
275.1%
B/E move
3.0%
Puts
Pseudo strike
16.62
IV
187.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
12.07
IV
401.5%
B/E move
4.0%
Puts
Pseudo strike
16.95
IV
181.9%
B/E move
1.4%

Options history

IOVA125.10129.33133.552026-10-19: 132.97%2026-10-20: 125.68%Oct 19Oct 20
Table
DateIV
132.97%
125.68%